Finding Weaknesses

Every strategy has weaknesses. The Analyzer helps you find them so you can either fix them or understand the conditions where your strategy underperforms.

Where to Look

1. 1Performance by day of week — Does your strategy lose money on specific days? Some strategies perform poorly on Mondays or Fridays
2. 2Performance by hour — Are there times when the strategy consistently loses? Consider adding a time filter
3. 3Monthly heatmap — Identify months with consistent losses. These may correlate with specific market events or seasonal patterns
4. 4Losing trade analysis — Group your losing trades and look for common characteristics
5. 5Consecutive losses — How long are your losing streaks? Long streaks might indicate the strategy isn't adapting to changing conditions

Common Weaknesses and Fixes

• Losses during ranging markets — Add a trend or volatility filter
• Large individual losses — Tighten stop losses or reduce position sizes
• Poor performance during high-volatility events — Add a news/volatility filter
• Strategy works on one instrument but not others — The strategy may be over-fitted to a specific market